This is a benchmark example studied in [1]} and [2]}
among others. Specifically, the model with \(d\)  identically distributed
assets is considered, where each underlying has dividend yield \(\delta \) .
The risk-neutral dynamic of the asset \( X(t)=(X^{1}(t),\ldots ,X^{d}(t)) \)  is given by
\(\frac{dX^{l}(t)}{X^{l}(t)}=(r-\delta )dt+\sigma dW^{l}(t),\quad X^{l}(0)=x_{0}, \quad l=1,...,d,\) 
